Can we disregard the whole model? Omnibus non‐inferiority testing for R2 in multi‐variable linear regression and in ANOVA

DOI10.1111/BMSP.12201MaRDI QIDQ6125845zbMATH OpenOpenAlexWikidataFDO

Authors Harlan Campbell

Publication date 12 April 2024

Published in British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.11875

zbMATH Keywords

ANOVAlinear regression\(F\) testequivalence testingnon-inferiority testing

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Abstract: Determining a lack of association between an outcome variable and a number of different explanatory variables is frequently necessary in order to disregard a proposed model (i.e., to confirm the lack of an association between an outcome and predictors). Despite this, the literature rarely offers information about, or technical recommendations concerning, the appropriate statistical methodology to be used to accomplish this task. This paper introduces non-inferiority tests for ANOVA and linear regression analyses, that correspond to the standard widely used $F$-test for $hat{eta}^2$ and $R^2$, respectively. A simulation study is conducted to examine the type I error rates and statistical power of the tests, and a comparison is made with an alternative Bayesian testing approach. The results indicate that the proposed non-inferiority test is a potentially useful tool for 'testing the null.'

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Cited in

(1)

• A Bayesian approach for evaluating equivalence over multiple groups, and comparison with frequentist tost

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